Grafting a thick scion

I have not grafted cacti myself, but I hope I can help you answer your question. I think you're probably talking about grafting columnar cacti. When grafting any scion onto a stock, the most important thing to ensure is that the cambium (circular ring where new vascular growth originates) of the scion intersects the cambium of the stock. When the two are together, and the cambium expands (grows), they will fuse at the points where they are connected, and this is what makes a healthy graft. If the scion is much thicker than the stock and you attempt to graft it in a centered position, you run the risk of having concentric cambiums, which will not fuse.

The best way to make the cambiums intersect is to put the scion slightly off-center... which might be tough if the scion is very big (think: balance issues)! As long as it can stand on its own (you might have to support the weight of the scion a bit while the two are still fusing, that's okay) once the graft is done, it shouldn't be a problem.

I think the method is going to be the same, it's just a matter of paying attention to the details